Pages that link to "Item:Q2237909"
From MaRDI portal
The following pages link to Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909):
Displaying 5 items.
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost (Q1722240) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- A distributed algorithm for European options with nonlinear volatility (Q2485516) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
